+4,878.8%
MU vs NVS
+1,297.4%
+3,581.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -15.2% | +2.5% | -17.7% | -16.3% |
| 30D | -29.5% | +13.6% | -43.1% | -34.3% |
| 3M | -15.8% | +4.1% | -19.9% | -19.0% |
| 6M | -2.9% | +11.8% | -14.7% | -11.2% |
| YTD | +154.2% | +22.0% | +132.2% | +120.7% |
| 1Y | +186.6% | +32.3% | +154.3% | +137.8% |
| 3Y | +871.5% | +93.6% | +777.9% | +531.9% |
| 5Y | +911.7% | +136.7% | +775.0% | +470.4% |
| 10Y | +4,277.4% | +254.6% | +4,022.8% | +1,845.8% |
| All | +4,878.8% | +1,297.4% | +3,581.5% | +1,321.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling